(1) Background: Rheumatoid arthritis (RA) is a chronic inflammatory joint disease, primarily characterized by pain. A significant proportion of patients report symptoms suggestive of neuropathic pain. The objectives of this study were to investigate the presence of an increased cross-sectional area (CSA) of the palmar digital nerves by ultrasound in patients with active synovitis of the metacarpophalangeal joints and to identify potential predictors of such an increase. (2) Methods: An ultrasound examination of the clinically most affected hand (from the second to the fifth metacarpophalangeal joint) was performed. The presence of synovitis was scored using a 0-3 semiquantitative method for each joint. The CSA of each pair of palmar digital nerves was measured. (3) Results: A significant correlation was found between the sum of the CSAs of the nerves and the Clinical Disease Activity Index (CDAI) (r = 0.387), as well as with the ultrasonographic grading of synovitis (r = 0.381) both at the patient and the joint level. These two variables, aimed at measuring disease activity, along with male gender, are the only predictors of the CSA of the palmar digital nerves. (4) Conclusions: Synovial inflammation of the metacarpophalangeal joints is, therefore, a condition that can influence the CSA of the palmar digital nerves and may partially explain neuropathic pain in patients with RA.